Fixed and recursive right-tailed Dickey-Fuller tests in the presence of a break under the null (Q1695668)
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scientific article; zbMATH DE number 6835916
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| English | Fixed and recursive right-tailed Dickey-Fuller tests in the presence of a break under the null |
scientific article; zbMATH DE number 6835916 |
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Fixed and recursive right-tailed Dickey-Fuller tests in the presence of a break under the null (English)
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7 February 2018
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explosive autoregression
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structural break
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unit root
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0.7968539595603943
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0.7834298610687256
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0.7834296822547913
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0.7819291353225708
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0.7818211317062378
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